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Mean reversion in stock prices...
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Nelson, Charles R.
32
Kim, Chang-Jin
16
Startz, Richard
14
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8
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3
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3
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Journal of economic research
7
Journal of money, credit and banking : JMCB
7
The review of economics and statistics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Journal of empirical finance
4
Journal of applied econometrics
3
Journal of monetary economics
3
Econometric theory
2
International economic review
2
Journal of international money and finance
2
Asia-Pacific journal of financial studies
1
Journal of economic literature
1
Journal of financial and quantitative analysis : JFQA
1
Journal of labor economics
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Journal of macroeconomics
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Journal of population economics : journal of the European Society for Population Economics (ESPE)
1
Journal of public economics
1
Macroeconomic dynamics
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Monetary and economic studies
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The economic journal : the journal of the Royal Economic Society
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OLC EcoSci
ECONIS (ZBW)
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RePEc
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USB Cologne (EcoSocSci)
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EconStor
3
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Predictable Stock Returns: The Role of Small Sample Bias
Nelson, Charles R.
;
Kim, Myung J.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
2
,
pp. 641-662
Persistent link: https://www.econbiz.de/10006603692
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2
Valid Confidence Intervals and Inference in the Presence of Weak Instruments
Zivot, Eric
;
Startz, Richard
;
Nelson, Charles R.
- In:
International economic review
39
(
1998
)
4
,
pp. 1119
Persistent link: https://www.econbiz.de/10007348071
Saved in:
3
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10007248449
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4
Spurious inference in the GARCH (1,1) model : when it is weakly identified
Ma, Jun
;
Nelson, Charles R.
;
Startz, Richard
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10009949888
Saved in:
5
The zero-information-limit condition and spurious inference in weakly identified models
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of econometrics
138
(
2007
)
1
,
pp. 47-62
Persistent link: https://www.econbiz.de/10007615319
Saved in:
6
Modelling business cycles via common trends - common cycles model
Kim, Myung-jig
- In:
Journal of economic research
2
(
1997
)
1
,
pp. 79-97
Persistent link: https://www.econbiz.de/10009929583
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7
Downturn LGD, best estimate of expected loss, and potential LGD under Basel II : Korean experience
Kim, Myung-jig
- In:
Journal of economic research
11
(
2006
)
2
,
pp. 203-223
Persistent link: https://www.econbiz.de/10009929693
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8
Stress EAD : experience of 2003 Korea credit card distress
Kim, Myung-jig
- In:
Journal of economic research
13
(
2008
)
1
,
pp. 73-102
Persistent link: https://www.econbiz.de/10009929708
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9
Transient Fads and the Crash of '87
Kim, C.-J.
;
Kim, M.-J.
- In:
Journal of applied econometrics
11
(
1996
)
1
,
pp. 41-58
Persistent link: https://www.econbiz.de/10007001657
Saved in:
10
Jumps and time-varying correlations in daily foreign exchange rates
Chang, Kook-Hyun
;
Kim, Myung-Jig
- In:
Journal of international money and finance
20
(
2001
)
5
,
pp. 611-638
Persistent link: https://www.econbiz.de/10006899959
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